-66.1%
FIS vs EWJ
+50.3%
-116.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.9% |
| 7D | -9.1% | +1.0% | -10.1% | -9.5% |
| 30D | -10.4% | +1.0% | -11.4% | -10.9% |
| 3M | -3.7% | +7.2% | -10.9% | -7.9% |
| 6M | -24.8% | +13.9% | -38.6% | -31.2% |
| YTD | -41.6% | +20.8% | -62.4% | -49.0% |
| 1Y | -42.7% | +26.4% | -69.1% | -51.7% |
| 3Y | -26.2% | +71.8% | -98.0% | -52.9% |
| 5Y | -66.1% | +49.9% | -116.0% | -77.6% |
| All | -66.1% | +50.3% | -116.4% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling